BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
Commitments of Traders - Futures Only, October 18, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 6,973: 493 1,864 299 5,436 4,129 6,228 6,292: 745 681
Old : 6,973: 493 1,864 299 5,436 4,129 6,228 6,292: 745 681
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2016 :
: 507: -3 22 49 435 378 481 449: 26 58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 26.7 4.3 78.0 59.2 89.3 90.2: 10.7 9.8
Old : 100.0: 7.1 26.7 4.3 78.0 59.2 89.3 90.2: 10.7 9.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 3 9 6 19 20 27 30:
Old : 39: 3 9 6 19 20 27 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.9 33.3 68.8 53.4 52.8 30.5 64.4 46.7
Old : 52.9 33.3 68.8 53.4 52.8 30.5 64.4 46.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, October 18, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 31,881: 17,395 8,944 677 11,564 15,016 29,636 24,637: 2,245 7,244
Old : 31,881: 17,395 8,944 677 11,564 15,016 29,636 24,637: 2,245 7,244
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2016 :
: 571: -54 732 35 193 -396 174 371: 397 200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.6 28.1 2.1 36.3 47.1 93.0 77.3: 7.0 22.7
Old : 100.0: 54.6 28.1 2.1 36.3 47.1 93.0 77.3: 7.0 22.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 77: 16 24 13 23 24 47 53:
Old : 77: 16 24 13 23 24 47 53:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.4 27.0 69.8 40.7 53.4 27.0 68.0 40.5
Old : 53.4 27.0 69.8 40.7 53.4 27.0 68.0 40.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NON FAT DRY MILK - CHICAGO MERCANTILE EXCHANGE Code-052642
Commitments of Traders - Futures Only, October 18, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 44,000 LBS.) :
: : :
All : 5,510: 317 672 1,207 3,410 3,074 4,934 4,953: 576 557
Old : 5,510: 317 672 1,207 3,410 3,074 4,934 4,953: 576 557
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2016 :
: 222: 33 120 91 82 77 206 288: 16 -66
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 12.2 21.9 61.9 55.8 89.5 89.9: 10.5 10.1
Old : 100.0: 5.8 12.2 21.9 61.9 55.8 89.5 89.9: 10.5 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 4 10 9 20 17 30 30:
Old : 39: 4 10 9 20 17 30 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.7 45.8 60.2 63.5 31.2 30.7 49.6 44.0
Old : 37.7 45.8 60.2 63.5 31.2 30.7 49.6 44.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CME MILK IV - CHICAGO MERCANTILE EXCHANGE Code-052644
Commitments of Traders - Futures Only, October 18, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 4,637: 251 1,047 1,096 3,070 1,909 4,417 4,052: 220 585
Old : 4,637: 251 1,047 1,096 3,070 1,909 4,417 4,052: 220 585
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2016 :
: 266: 2 87 84 158 30 244 201: 22 65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 22.6 23.6 66.2 41.2 95.3 87.4: 4.7 12.6
Old : 100.0: 5.4 22.6 23.6 66.2 41.2 95.3 87.4: 4.7 12.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 4 6 7 7 3 16 11:
Old : 20: 4 6 7 7 3 16 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.3 61.6 89.7 80.9 63.5 56.1 70.1 63.6
Old : 72.3 61.6 89.7 80.9 63.5 56.1 70.1 63.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, October 18, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 229,977: 101,936 92,737 35,855 75,050 69,940 212,841 198,532: 17,136 31,445
Old : 229,563: 101,899 92,825 35,706 74,875 69,786 212,480 198,317: 17,083 31,246
Other: 414: 186 61 0 175 154 361 215: 53 199
: : :
: : Changes in Commitments from: October 11, 2016 :
: -161: 344 -1,035 -1,522 2,056 187 878 -2,370: -1,039 2,209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.3 40.3 15.6 32.6 30.4 92.5 86.3: 7.5 13.7
Old : 100.0: 44.4 40.4 15.6 32.6 30.4 92.6 86.4: 7.4 13.6
Other: 100.0: 44.9 14.7 0.0 42.3 37.2 87.2 51.9: 12.8 48.1
: : :
:# Traders : Number of Traders in Each Category :
All : 320: 96 118 97 56 80 204 252:
Old : 320: 96 120 97 56 80 204 252:
Other: 16: 3 4 0 2 8 5 12:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 15.5 9.6 27.9 16.9 14.2 9.3 25.9 15.9
Old : 15.5 9.6 27.9 17.0 14.2 9.3 26.0 15.9
Other: 87.0 39.6 87.2 50.7 85.7 39.6 86.0 50.0
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, October 18, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 268,448: 102,304 88,453 39,233 99,958 106,021 241,495 233,707: 26,953 34,741
Old : 268,448: 102,304 88,453 39,233 99,958 106,021 241,495 233,707: 26,953 34,741
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2016 :
: 5,268: 1,038 3,527 1,627 2,684 -229 5,349 4,925: -81 343
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.1 32.9 14.6 37.2 39.5 90.0 87.1: 10.0 12.9
Old : 100.0: 38.1 32.9 14.6 37.2 39.5 90.0 87.1: 10.0 12.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 375: 101 110 107 97 114 256 285:
Old : 375: 101 110 107 97 114 256 285:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.9 12.4 23.8 19.5 14.6 11.1 22.2 18.0
Old : 14.9 12.4 23.8 19.5 14.6 11.1 22.2 18.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, October 18, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 4,593: 2,378 883 389 542 2,267 3,309 3,539: 1,284 1,054
Old : 4,593: 2,378 883 389 542 2,267 3,309 3,539: 1,284 1,054
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2016 :
: -263: -264 -43 -27 59 -56 -232 -126: -31 -137
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.8 19.2 8.5 11.8 49.4 72.0 77.1: 28.0 22.9
Old : 100.0: 51.8 19.2 8.5 11.8 49.4 72.0 77.1: 28.0 22.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 60: 23 8 8 14 21 45 35:
Old : 60: 23 8 8 14 21 45 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.9 29.2 36.6 44.8 25.9 29.2 35.7 43.1
Old : 25.9 29.2 36.6 44.8 25.9 29.2 35.7 43.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, October 18, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 43,831: 18,790 18,261 7,378 10,265 7,210 36,433 32,849: 7,398 10,982
Old : 43,831: 18,790 18,261 7,378 10,265 7,210 36,433 32,849: 7,398 10,982
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2016 :
: 1,320: 309 -262 859 -335 220 833 817: 487 503
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.9 41.7 16.8 23.4 16.4 83.1 74.9: 16.9 25.1
Old : 100.0: 42.9 41.7 16.8 23.4 16.4 83.1 74.9: 16.9 25.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 183: 44 72 48 38 42 115 138:
Old : 183: 44 72 48 38 42 115 138:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 20.9 12.4 33.8 22.6 20.9 11.6 32.1 19.5
Old : 20.9 12.4 33.8 22.6 20.9 11.6 32.1 19.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
DRY WHEY - CHICAGO MERCANTILE EXCHANGE Code-052645
Commitments of Traders - Futures Only, October 18, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 44,000 LBS.) :
: : :
All : 4,659: 242 3,690 164 3,025 577 3,431 4,431: 1,228 228
Old : 4,659: 242 3,690 164 3,025 577 3,431 4,431: 1,228 228
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2016 :
: 94: 17 57 -11 51 27 57 73: 37 21
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 79.2 3.5 64.9 12.4 73.6 95.1: 26.4 4.9
Old : 100.0: 5.2 79.2 3.5 64.9 12.4 73.6 95.1: 26.4 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 4 6 4 9 4 15 12:
Old : 20: 4 6 4 9 4 15 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.8 82.5 64.2 91.1 49.8 82.5 63.8 86.6
Old : 49.8 82.5 64.2 91.1 49.8 82.5 63.8 86.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
Commitments of Traders - Futures Only, October 18, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 20,000 POUNDS) :
: : :
All : 24,073: 1,987 14,332 758 20,823 7,812 23,568 22,902: 505 1,171
Old : 24,073: 1,987 14,332 758 20,823 7,812 23,568 22,902: 505 1,171
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2016 :
: 720: 109 158 -24 633 526 718 660: 2 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 59.5 3.1 86.5 32.5 97.9 95.1: 2.1 4.9
Old : 100.0: 8.3 59.5 3.1 86.5 32.5 97.9 95.1: 2.1 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 62: 16 12 11 23 19 41 40:
Old : 62: 16 12 11 23 19 41 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.3 61.5 74.1 76.6 55.9 61.1 73.3 76.2
Old : 56.3 61.5 74.1 76.6 55.9 61.1 73.3 76.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
Commitments of Traders - Futures Only, October 18, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF RUB 2,500,000) :
: : :
All : 44,687: 32,552 654 0 10,918 43,448 43,470 44,102: 1,217 585
Old : 44,687: 32,552 654 0 10,918 43,448 43,470 44,102: 1,217 585
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2016 :
: -331: 1,015 -13,213 0 -1,367 12,980 -352 -233: 21 -98
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 72.8 1.5 0.0 24.4 97.2 97.3 98.7: 2.7 1.3
Old : 100.0: 72.8 1.5 0.0 24.4 97.2 97.3 98.7: 2.7 1.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 11 4 0 7 10 18 14:
Old : 31: 11 4 0 7 10 18 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 87.4 83.2 92.4 94.8 87.4 83.2 92.4 94.4
Old : 87.4 83.2 92.4 94.8 87.4 83.2 92.4 94.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, October 18, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 95,793: 23,679 37,977 1,132 43,075 27,569 67,886 66,678: 27,907 29,115
Old : 95,793: 23,679 37,977 1,132 43,075 27,569 67,886 66,678: 27,907 29,115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2016 :
: -8,209: -7,130 -4,536 206 -3,071 948 -9,995 -3,382: 1,786 -4,827
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 39.6 1.2 45.0 28.8 70.9 69.6: 29.1 30.4
Old : 100.0: 24.7 39.6 1.2 45.0 28.8 70.9 69.6: 29.1 30.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 82: 22 29 5 18 24 43 55:
Old : 82: 22 29 5 18 24 43 55:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.8 23.6 49.3 35.0 34.2 23.6 48.7 35.0
Old : 34.8 23.6 49.3 35.0 34.2 23.6 48.7 35.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, October 18, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 63,226: 18,329 34,706 1,099 37,139 3,449 56,567 39,254: 6,659 23,972
Old : 63,226: 18,329 34,706 1,099 37,139 3,449 56,567 39,254: 6,659 23,972
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2016 :
: 7,479: -1,817 5,152 849 8,184 592 7,216 6,593: 263 886
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 54.9 1.7 58.7 5.5 89.5 62.1: 10.5 37.9
Old : 100.0: 29.0 54.9 1.7 58.7 5.5 89.5 62.1: 10.5 37.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 47: 9 21 5 12 9 24 32:
Old : 47: 9 21 5 12 9 24 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.2 34.2 69.4 43.9 54.2 34.2 69.3 42.7
Old : 54.2 34.2 69.4 43.9 54.2 34.2 69.3 42.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, October 18, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 129,729: 33,364 64,083 2,545 88,084 56,889 123,993 123,517: 5,736 6,212
Old : 129,729: 33,364 64,083 2,545 88,084 56,889 123,993 123,517: 5,736 6,212
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2016 :
: -6,248: -4,696 -25,769 336 -3,105 19,217 -7,465 -6,216: 1,217 -32
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 49.4 2.0 67.9 43.9 95.6 95.2: 4.4 4.8
Old : 100.0: 25.7 49.4 2.0 67.9 43.9 95.6 95.2: 4.4 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 142: 44 62 9 20 20 70 86:
Old : 142: 44 62 9 20 20 70 86:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.9 40.1 74.2 54.5 55.9 39.9 74.2 54.3
Old : 55.9 40.1 74.2 54.5 55.9 39.9 74.2 54.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, October 18, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 255,194: 52,575 144,133 5,886 166,965 65,199 225,426 215,218: 29,768 39,976
Old : 255,194: 52,575 144,133 5,886 166,965 65,199 225,426 215,218: 29,768 39,976
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2016 :
: -396: 2,182 -1,730 -1,545 -1,058 1,892 -421 -1,383: 25 987
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 56.5 2.3 65.4 25.5 88.3 84.3: 11.7 15.7
Old : 100.0: 20.6 56.5 2.3 65.4 25.5 88.3 84.3: 11.7 15.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 144: 35 58 17 24 40 67 107:
Old : 144: 35 58 17 24 40 67 107:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.1 32.6 67.3 43.6 58.6 31.7 66.9 42.8
Old : 59.1 32.6 67.3 43.6 58.6 31.7 66.9 42.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, October 18, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 156,607: 74,966 37,975 2,097 54,359 81,884 131,422 121,956: 25,185 34,651
Old : 156,607: 74,966 37,975 2,097 54,359 81,884 131,422 121,956: 25,185 34,651
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2016 :
: 6,213: -4,313 4,605 122 10,553 340 6,362 5,067: -149 1,146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.9 24.2 1.3 34.7 52.3 83.9 77.9: 16.1 22.1
Old : 100.0: 47.9 24.2 1.3 34.7 52.3 83.9 77.9: 16.1 22.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 118: 29 38 12 28 36 63 81:
Old : 118: 29 38 12 28 36 63 81:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 30.7 37.3 47.6 47.2 30.6 36.9 47.5 46.3
Old : 30.7 37.3 47.6 47.2 30.6 36.9 47.5 46.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, October 18, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 413,183: 128,181 237,449 9,077 230,197 104,790 367,455 351,316: 45,728 61,867
Old : 413,183: 128,181 237,449 9,077 230,197 104,790 367,455 351,316: 45,728 61,867
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2016 :
: 34,409: 13,897 29,693 160 20,318 5,659 34,375 35,512: 34 -1,103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 57.5 2.2 55.7 25.4 88.9 85.0: 11.1 15.0
Old : 100.0: 31.0 57.5 2.2 55.7 25.4 88.9 85.0: 11.1 15.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 242: 71 88 33 56 57 139 168:
Old : 242: 71 88 33 56 57 139 168:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 31.8 27.0 45.5 38.3 29.8 27.0 43.2 38.0
Old : 31.8 27.0 45.5 38.3 29.8 27.0 43.2 38.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX/BRITISH POUND XRATE - CHICAGO MERCANTILE EXCHANGE Code-299741
Commitments of Traders - Futures Only, October 18, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 30,454: 12,894 878 448 7,168 25,606 20,510 26,932: 9,944 3,522
Old : 30,454: 12,894 878 448 7,168 25,606 20,510 26,932: 9,944 3,522
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2016 :
: 267: -453 -286 84 17 646 -352 444: 619 -177
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.3 2.9 1.5 23.5 84.1 67.3 88.4: 32.7 11.6
Old : 100.0: 42.3 2.9 1.5 23.5 84.1 67.3 88.4: 32.7 11.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 9 2 3 5 8 14 13:
Old : 21: 9 2 3 5 8 14 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.6 79.7 57.8 86.1 44.0 79.7 54.9 85.1
Old : 46.6 79.7 57.8 86.1 44.0 79.7 54.9 85.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
Commitments of Traders - Futures Only, October 18, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF BRL 100,000) :
: : :
All : 28,702: 20,080 2,989 493 6,296 24,247 26,869 27,729: 1,833 973
Old : 28,702: 20,080 2,989 493 6,296 24,247 26,869 27,729: 1,833 973
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2016 :
: -127: -60 -2,309 -40 -133 2,172 -233 -177: 106 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.0 10.4 1.7 21.9 84.5 93.6 96.6: 6.4 3.4
Old : 100.0: 70.0 10.4 1.7 21.9 84.5 93.6 96.6: 6.4 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 16 7 2 3 5 20 14:
Old : 32: 16 7 2 3 5 20 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.8 85.3 86.2 93.3 79.8 85.3 86.0 92.8
Old : 79.8 85.3 86.2 93.3 79.8 85.3 86.0 92.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, October 18, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 47,413: 29,513 29,666 158 12,805 13,729 42,476 43,553: 4,937 3,860
Old : 47,413: 29,513 29,666 158 12,805 13,729 42,476 43,553: 4,937 3,860
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2016 :
: 289: -1,449 -9,032 -41 2,220 9,143 730 70: -441 219
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.2 62.6 0.3 27.0 29.0 89.6 91.9: 10.4 8.1
Old : 100.0: 62.2 62.6 0.3 27.0 29.0 89.6 91.9: 10.4 8.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 46 18 6 11 14 58 37:
Old : 85: 46 18 6 11 14 58 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.4 65.5 44.9 76.4 27.8 65.5 43.2 76.4
Old : 29.4 65.5 44.9 76.4 27.8 65.5 43.2 76.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, October 18, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :11,450,135: 620,046 2,259,604 2,509,902 7,619,325 5,535,169 10,749,273 10,304,675: 700,862 1,145,460
Old :11,450,135: 620,046 2,259,604 2,509,902 7,619,325 5,535,169 10,749,273 10,304,675: 700,862 1,145,460
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2016 :
: 181,574: -17,033 39,141 76,545 73,826 47,985 133,338 163,671: 48,236 17,903
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 19.7 21.9 66.5 48.3 93.9 90.0: 6.1 10.0
Old : 100.0: 5.4 19.7 21.9 66.5 48.3 93.9 90.0: 6.1 10.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 277: 35 95 108 121 128 242 259:
Old : 277: 35 95 108 121 128 242 259:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.7 18.7 45.8 30.6 31.5 15.7 37.0 20.1
Old : 33.7 18.7 45.8 30.6 31.5 15.7 37.0 20.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
Commitments of Traders - Futures Only, October 18, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 665,364: 107,706 95,050 19,026 435,113 447,699 561,846 561,775: 103,518 103,589
Old : 665,364: 107,706 95,050 19,026 435,113 447,699 561,846 561,775: 103,518 103,589
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2016 :
: -1,650: 3,509 -11,364 774 -3,247 9,560 1,036 -1,030: -2,685 -620
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 14.3 2.9 65.4 67.3 84.4 84.4: 15.6 15.6
Old : 100.0: 16.2 14.3 2.9 65.4 67.3 84.4 84.4: 15.6 15.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 595: 118 154 76 221 230 379 421:
Old : 595: 118 154 76 221 230 379 421:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.0 17.3 22.0 25.1 11.6 15.2 19.2 22.4
Old : 14.0 17.3 22.0 25.1 11.6 15.2 19.2 22.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, October 18, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 76,124: 9,581 1,531 25 37,808 33,439 47,414 34,995: 28,710 41,129
Old : 76,124: 9,581 1,531 25 37,808 33,439 47,414 34,995: 28,710 41,129
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2016 :
: -1,933: 1,698 -1,802 0 -2,104 -680 -406 -2,482: -1,527 549
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 2.0 0.0 49.7 43.9 62.3 46.0: 37.7 54.0
Old : 100.0: 12.6 2.0 0.0 49.7 43.9 62.3 46.0: 37.7 54.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 58: 14 7 1 25 19 39 27:
Old : 58: 14 7 1 25 19 39 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 25.3 31.2 37.6 40.8 25.1 29.7 37.0 38.1
Old : 25.3 31.2 37.6 40.8 25.1 29.7 37.0 38.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, October 18, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 2,946,199: 512,423 489,391 73,209 1,986,527 2,071,300 2,572,159 2,633,900: 374,040 312,299
Old : 2,946,199: 512,423 489,391 73,209 1,986,527 2,071,300 2,572,159 2,633,900: 374,040 312,299
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2016 :
: 1,417: 11,111 -45,754 1,814 -5,717 51,200 7,208 7,260: -5,791 -5,843
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 16.6 2.5 67.4 70.3 87.3 89.4: 12.7 10.6
Old : 100.0: 17.4 16.6 2.5 67.4 70.3 87.3 89.4: 12.7 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 585: 115 152 71 213 222 365 409:
Old : 585: 115 152 71 213 222 365 409:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 14.8 19.4 23.3 27.6 12.1 17.4 20.2 25.2
Old : 14.8 19.4 23.3 27.6 12.1 17.4 20.2 25.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, October 18, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 84,328: 22,329 2,945 126 49,479 78,107 71,934 81,178: 12,394 3,150
Old : 84,328: 22,329 2,945 126 49,479 78,107 71,934 81,178: 12,394 3,150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2016 :
: 1,470: -221 459 -479 433 2,010 -267 1,990: 1,737 -520
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 3.5 0.1 58.7 92.6 85.3 96.3: 14.7 3.7
Old : 100.0: 26.5 3.5 0.1 58.7 92.6 85.3 96.3: 14.7 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 81: 16 6 2 43 34 59 42:
Old : 81: 16 6 2 43 34 59 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.7 40.9 49.3 67.0 37.4 40.8 48.8 65.7
Old : 37.7 40.9 49.3 67.0 37.4 40.8 48.8 65.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
Commitments of Traders - Futures Only, October 18, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 60,955: 36,889 5,465 295 17,800 49,910 54,984 55,670: 5,971 5,285
Old : 60,955: 36,889 5,465 295 17,800 49,910 54,984 55,670: 5,971 5,285
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2016 :
: 1,461: 5,164 -400 -609 -846 2,877 3,709 1,868: -2,248 -406
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.5 9.0 0.5 29.2 81.9 90.2 91.3: 9.8 8.7
Old : 100.0: 60.5 9.0 0.5 29.2 81.9 90.2 91.3: 9.8 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 250: 88 49 12 62 68 155 125:
Old : 250: 88 49 12 62 68 155 125:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.4 35.3 42.3 54.7 27.3 35.2 42.2 54.5
Old : 27.4 35.3 42.3 54.7 27.3 35.2 42.2 54.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, October 18, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 304,774: 184,445 27,325 1,476 88,998 249,548 274,919 278,349: 29,855 26,425
Old : 304,774: 184,445 27,325 1,476 88,998 249,548 274,919 278,349: 29,855 26,425
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2016 :
: 7,306: 25,819 -2,002 -3,044 -4,229 14,384 18,546 9,338: -11,240 -2,032
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.5 9.0 0.5 29.2 81.9 90.2 91.3: 9.8 8.7
Old : 100.0: 60.5 9.0 0.5 29.2 81.9 90.2 91.3: 9.8 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 250: 88 49 12 62 68 155 125:
Old : 250: 88 49 12 62 68 155 125:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.4 35.3 42.3 54.7 27.3 35.2 42.2 54.5
Old : 27.4 35.3 42.3 54.7 27.3 35.2 42.2 54.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, October 18, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 122,436: 80,526 50,546 1,781 10,866 48,481 93,173 100,808: 29,263 21,628
Old : 122,436: 80,526 50,546 1,781 10,866 48,481 93,173 100,808: 29,263 21,628
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2016 :
: 10,408: 7,131 3,255 -323 1,106 6,337 7,914 9,269: 2,494 1,139
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.8 41.3 1.5 8.9 39.6 76.1 82.3: 23.9 17.7
Old : 100.0: 65.8 41.3 1.5 8.9 39.6 76.1 82.3: 23.9 17.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 93: 42 23 7 15 22 62 47:
Old : 93: 42 23 7 15 22 62 47:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.5 43.6 43.8 56.7 33.5 42.6 43.8 55.7
Old : 33.5 43.6 43.8 56.7 33.5 42.6 43.8 55.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, October 18, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 33,116: 11,160 3,335 8 14,635 25,085 25,803 28,428: 7,313 4,688
Old : 33,116: 11,160 3,335 8 14,635 25,085 25,803 28,428: 7,313 4,688
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2016 :
: 254: 1,533 776 0 146 -495 1,679 281: -1,425 -27
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 10.1 0.0 44.2 75.7 77.9 85.8: 22.1 14.2
Old : 100.0: 33.7 10.1 0.0 44.2 75.7 77.9 85.8: 22.1 14.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 14 5 1 13 11 27 17:
Old : 41: 14 5 1 13 11 27 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.3 69.6 55.4 79.2 42.3 69.6 55.4 79.2
Old : 42.3 69.6 55.4 79.2 42.3 69.6 55.4 79.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, October 18, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 54,100: 13,327 6,674 1,769 29,992 29,752 45,088 38,195: 9,012 15,905
Old : 54,100: 13,327 6,674 1,769 29,992 29,752 45,088 38,195: 9,012 15,905
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 11, 2016 :
: 3,384: 2,380 631 -247 83 906 2,216 1,290: 1,168 2,094
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 12.3 3.3 55.4 55.0 83.3 70.6: 16.7 29.4
Old : 100.0: 24.6 12.3 3.3 55.4 55.0 83.3 70.6: 16.7 29.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 79: 20 14 6 26 28 50 44:
Old : 79: 20 14 6 26 28 50 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.1 26.7 45.3 39.5 29.1 25.2 44.8 34.7
Old : 29.1 26.7 45.3 39.5 29.1 25.2 44.8 34.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 21, 2016